+262.2%
AVGO vs XLP
+43.3%
+218.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.8% | +4.0% |
| 7D | 0.0% | +2.3% | -2.4% | +1.3% |
| 30D | -8.2% | +9.1% | -17.3% | -3.4% |
| 3M | -21.3% | +7.9% | -29.1% | -17.6% |
| 6M | -22.5% | +9.6% | -32.1% | -17.8% |
| YTD | -3.6% | +19.4% | -23.0% | +4.8% |
| 1Y | -6.7% | +22.4% | -29.1% | +2.0% |
| All | +262.2% | +43.3% | +218.8% | +255.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded XLP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling